TABLE 6GROSS FAIR VALUES OF DERIVATIVE CONTRACTSTOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVESDECEMBER 31, 2011, $ MILLIONSTRADINGNOT FOR TRADINGCREDIT DERIVATIVESGROSSGROSSGROSSGROSSGROSSGROSSTOTALTOTALPOSITIVENEGATIVEPOSITIVENEGATIVEPOSITIVENEGATIVERANKBANK NAMESTATEASSETSDERIVATIVESFAIR VALUE*FAIR VALUE**FAIR VALUE*FAIR VALUE**FAIR VALUE*FAIR VALUE**1JPMORGAN CHASE BANK NAOH181167870151756167443416492471722196731697101662602CITIBANK NATIONAL ASSNSD1288658521022601007627992887841240489873844443BANK OF AMERICA NANC1451969.301999999950135889.9500000031101730.13200000021085233.878130597.38099999999141268.90899999999122941.91099999999119024.2684GOLDMAN SACHS BANK USANY10379044192474869895821072388214389138275HSBC BANK USA NATIONAL ASSNVA206009.682999999994321239.583999999877929.76699999999377051.67100000000215.0261609.122000000000114629.59614434.429TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES4862104.9850000003220903619.533999984731615.89900000024625491.5490000006149062.40700000001154957.03099999999411543.50699999998397989.69699999999OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES6374784.58100000869890766.3220000062203541.61199999988199160.1450000000226306.26300000007515875.3380000000076220.06399999999856070.5539999999983TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES11236889.56599997230794385.856000044935157.51100000554824651.6940000001175368.66999999995170832.36899999983417763.57100000005404060.25100000005Note: Currently, the Call Report does not differentiate between traded and non-traded credit derivatives. Credit derivatives have been included in the sum of total derivatives here. Numbers may not sum due to rounding.*Market value of contracts that have a positive fair value as of the end of the quarter.**Market value of contracts that have a negative fair value as of the end of the quarter.Data source: Call Reports, schedule RC-L